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Revisiting the uncertain unit root in GDP and CPI: Testing for non-linear trend reversion
Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Washington DC, USA.
Sveriges Riksbank and Department of Economics, Uppsala University, Uppsala, Sweden.ORCID iD: 0000-0002-4840-7649
2008 (English)In: Economics Letters, ISSN 0165-1765, E-ISSN 1873-7374, Vol. 100, no 2, p. 221-223Article in journal (Refereed) Published
Abstract [en]

We test for the presence of a unit root in U.S. GDP and CPI, allowing for non-linear trend reversion under the alternative hypothesis. In contrast to most previous results, we find evidence in favour of trend stationarity for both variables.

Place, publisher, year, edition, pages
Elsevier, 2008. Vol. 100, no 2, p. 221-223
Keywords [en]
unit-root test, exponential smooth transition
National Category
Economics
Research subject
Economics
Identifiers
URN: urn:nbn:se:oru:diva-61061DOI: 2-s2.0-79251528737ISI: 000257918400015Scopus ID: 2-s2.0-79251528737OAI: oai:DiVA.org:oru-61061DiVA, id: diva2:1141767
Available from: 2017-09-15 Created: 2017-09-15 Last updated: 2017-09-22Bibliographically approved

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Österholm, Pär

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